Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-20 0.271865 0.295088 0.320105 0.349183 0.382209 0.418742 0.462468
2025-04-27 0.243686 0.273858 0.308063 0.350091 0.400869 0.460936 0.538437
2025-05-04 0.223197 0.257560 0.298084 0.350126 0.416280 0.499137 0.613415
2025-05-11 0.208270 0.245716 0.291376 0.352304 0.433341 0.540317 0.697563
2025-05-18 0.190967 0.229109 0.276818 0.342411 0.432860 0.557514 0.750908
2025-05-25 0.175584 0.213546 0.262033 0.330378 0.427553 0.566580 0.792939
2025-06-01 0.167029 0.206039 0.256967 0.330675 0.439008 0.600535 0.878372
2025-06-08 0.162913 0.203956 0.258785 0.340416 0.464802 0.659018 1.014940
2025-06-15 0.156941 0.198872 0.255965 0.342998 0.479765 0.702088 1.133532
2025-06-22 0.150215 0.192280 0.250472 0.340983 0.487039 0.733034 1.235880
2025-06-29 0.144198 0.186292 0.245386 0.339034 0.493994 0.764053 1.345278
2025-07-06 0.136529 0.177544 0.235726 0.329178 0.486657 0.768114 1.397976
2025-07-13 0.132284 0.173652 0.233226 0.330808 0.499731 0.813300 1.558593
2025-07-20 0.128096 0.169606 0.230216 0.331313 0.510806 0.856326 1.728100
2025-07-27 0.124074 0.165585 0.226978 0.331133 0.520540 0.898163 1.909455
2025-08-03 0.120840 0.162565 0.225082 0.333008 0.534223 0.950597 2.141056
2025-08-10 0.115343 0.155883 0.217079 0.323796 0.525681 0.952793 2.223876
2025-08-17 0.109782 0.148892 0.208272 0.312634 0.512328 0.942257 2.263702
2025-08-24 0.107032 0.146094 0.206026 0.312877 0.521681 0.986169 2.505103
2025-08-31 0.106259 0.146292 0.208590 0.321848 0.549703 1.080524 2.982202
2025-09-07 0.104206 0.144391 0.207596 0.324217 0.564145 1.143769 3.382285
2025-09-14 0.101464 0.141293 0.204454 0.322350 0.569217 1.183253 3.707915
2025-09-21 0.098890 0.138363 0.201457 0.320547 0.574236 1.223704 4.070865